Just a small update (since I have done this just now): Dolphin actually creates the directories for you in Dolphin's directory (~/.dolphin-emu on Linux).
So you would simply have to copy the contents of path-to-dolphin-emu/private/ path-to-sd-card/private/.
So you would simply have to copy the contents of path-to-dolphin-emu/private/ path-to-sd-card/private/.
